+1,348.4%
FERG vs GPC
+500.1%
+848.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.2% | +2.1% |
| 7D | 0.0% | +1.2% | -1.2% | -0.3% |
| 30D | -10.2% | +6.0% | -16.1% | -11.3% |
| 3M | -0.6% | +42.6% | -43.2% | -8.2% |
| 6M | -6.5% | +22.8% | -29.3% | -11.0% |
| YTD | +4.2% | +15.5% | -11.3% | +0.2% |
| 1Y | -2.3% | +2.0% | -4.3% | -3.6% |
| 3Y | +48.5% | -1.4% | +49.9% | +45.4% |
| 5Y | +72.0% | +30.6% | +41.4% | +62.8% |
| 10Y | +369.9% | +80.6% | +289.3% | +318.4% |
| All | +1,348.4% | +500.1% | +848.3% | +1,241.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GPC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling